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Sr. Manager, Quantitative Analysis - Mortgage (Cleveland, OH)
Essential Job Functions
Reporting to the Head of Credit Modeling and Strategic Analytics, the primary responsibilities of the Sr Manager will include:
Required Qualifications
Reporting to the Head of Credit Modeling and Strategic Analytics, the primary responsibilities of the Sr Manager will include:
- Leading the development of the Credit Loss Forecasting models, including supporting the implementation of modeling and analytical methodologies
- Coordinating analysis and responses to Internal Model Risk Validation and External Auditors from the Federal Reserve and the OCC
- Working closely with the Finance Management team as well as other critical stakeholders to shape and prioritize the modeling and analytical work efforts and plans
- Providing advice and recommendations to business leaders within the company to ensure the highest standards of practice, including the incorporation of credit loss forecasts into the ongoing evaluation of risk
- Performing complex quantitative and thoughtful qualitative assessments on all aspects of models including theoretical decisions, model design and implementation as well as data quality and integrity
- Building and leading a team, providing professional guidance to highly skilled workforce, and establishing plans and development goals to promote growth and success of the team and individuals
- 5+ years of risk modeling and analytics experience (Python, SAS, R) 2. Industry knowledge in Home lending within financial services 3. PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering 4. Excellent communications skills – internally and externally, including with regulators
Required Qualifications
- 5+ years of risk modeling and analytics experience and industry knowledge in Home lending within financial services
- Prior experience in developing CECL models is a strong plus
- Preference for PhD or MS in quantitative field: finance, econometrics, mathematics, physics, engineering
- Excellent communications skills – internally and externally, including with regulators
- Experience in Python / SAS / R building credit loss models
- Experience in developing and defining analytical methodologies
- A leader and a motivator – who can recruit, retain and advance great people
- A relationship builder, who can establish trust and credibility across the organization as well as with regulators and other critical external constituents
- Impeccable integrity, sound judgment, and strategic vision
Department: Direct Clients
This is a full time position